+498.8%
MAR vs TFC
+79.2%
+419.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.4% |
| 30D | +13.8% | +10.8% | +3.0% | +7.8% |
| 3M | +20.3% | -3.8% | +24.0% | +22.4% |
| 6M | +21.3% | +9.6% | +11.7% | +14.7% |
| YTD | +37.2% | +5.8% | +31.4% | +32.0% |
| 1Y | +48.4% | +16.2% | +32.3% | +35.9% |
| 3Y | +120.1% | +96.0% | +24.1% | +49.1% |
| 5Y | +182.1% | +1.7% | +180.4% | +166.1% |
| All | +498.8% | +79.2% | +419.6% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling